This happened to my girl cousin and me in 1997, in a small town in Romania. I used to travel there for holidays because it's my mother's birth place and her parents live there (I now live in Canada).
I was eight years old and my cousin is one year younger. As I can only see her and all my friends from there about two or three weeks a year, we mostly were outside playing. This year it was something special. We were out playing again, my cousin and I, who I will call Dorothy.
We were playing at a place where a house was and it had a pool under construction, meaning there was a big hole (around 7 feet deep with stairs already finished). The house belonged to my neighbors, and they were not home. We did get into that mud hole and observed what seemed to be a hole in the wall. Dorothy peeked into the weird hole, and the mud wall of the pool was really fragile, not like the other walls of it. She touched the wall and it all collapsed. A 5x5-foot big hole remained in the mud wall.
She went straight inside, without even thinking that inside anything could fall on her, or it might be a hole god knows how deep. I went after her. She was standing inside, staring there, frozen. It looked like an old mine, with rotting wood keeping this hollow earth-like mine from collapsing.
Then we saw something moving. It looked like a grey, stone-like biped thing, carrying something really heavy on his shoulder. The creature was around 6 feet tall, and it did look like a stone being. Every part of his body was from the same material and same color, exactly like a moving statue. It didn't look like a human statue at all, more like a minotaur or demon.
It all happened in two to three seconds. The thing didn't seemed to observe us. Dorothy screamed and run out in fear. I was at least as scared as she was. We ran home as fast as we could,and told what happened to my mother. She believed the part with the abandoned mine, but she didn't knew what to think about the moving statue thing.
She waited for my father and they both went there a few hours later. They discovered the hole in the pool's wall, but no sign of everything else. They called the police and everyone found it really weird that it was a mine underground so close to the living area. By this time most of those houses were sold. Everyone was afraid that the land would collapse under their houses eventually.
As far as I know, where this thing happened is now a marketplace and I haven't visited Romania for about five years now. This is definitely something I will remember until I die.